A decomposition‐based approach to uncertainty analysis of feed‐forward multicomponent systems

Abstract

SUMMARY To support effective decision making, engineers should comprehend and manage various uncertainties throughout the design process. Unfortunately, in today's modern systems, uncertainty analysis can become cumbersome and computationally intractable for one individual or group to manage. This is particularly true for systems comprised of a large number of components. In many cases, these components may be developed by different groups and even run on different computational platforms. This paper proposes an approach for decomposing the uncertainty analysis task among the various components comprising a feed‐forward system and synthesizing the local uncertainty analyses into a system uncertainty analysis. Our proposed decomposition‐based multicomponent uncertainty analysis approach is shown to be provably convergent in distribution under certain conditions. The proposed method is illustrated on quantification of uncertainty for a multidisciplinary gas turbine system and is compared to a traditional system‐level Monte Carlo uncertainty analysis approach. Copyright © 2014 John Wiley & Sons, Ltd.

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